Alabama National Bancorporation GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1275 | 14.07 | |
| 0.1212 | 29.09 | |
| 0.8535 | 174.16 |
Estimation Period:
Nov 10, 1994 to Feb 22, 2008
Nov 10, 1994 to Feb 22, 2008
News Impact Curve
Volatility Forecasts
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